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Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence
Authors:Xiaoyue Li  George Yin
Institution:1. School of Mathematics and Statistics and Center for Mathematics and Interdisciplinary Sciences, Northeast Normal University, Changchun, P. R. Chinalixy209@nenu.edu.cn;3. Department of Mathematics, Wayne State University, Detroit, Michigan, USA
Abstract:Focusing on stochastic dynamics involve continuous states as well as discrete events, this article investigates stochastic logistic model with regime switching modulated by a singular Markov chain involving a small parameter. This Markov chain undergoes weak and strong interactions, where the small parameter is used to reflect rapid rate of regime switching among each state class. Two-time-scale formulation is used to reduce the complexity. We obtain weak convergence of the underlying system so that the limit has much simpler structure. Then we utilize the structure of limit system as a bridge, to invest stochastic permanence of original system driving by a singular Markov chain with a large number of states. Sufficient conditions for stochastic permanence are obtained. A couple of examples and numerical simulations are given to illustrate our results.
Keywords:Weak convergence  stochastic permanence  stochastic logistic model  singular Markov chain
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